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Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach - MaRDI portal

Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach (Q402484)

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scientific article; zbMATH DE number 6335180
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English
Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach
scientific article; zbMATH DE number 6335180

    Statements

    Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach (English)
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    28 August 2014
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    continuous-time Markov chain
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    recurrence criteria
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    explosion criteria
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    moments of passage times
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    implosion
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